-50.0%
VTRS vs SGI
+270.1%
-320.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -2.2% | -4.5% | +2.3% | -1.2% |
| 30D | +3.3% | +4.2% | -0.9% | +2.2% |
| 3M | +2.0% | -7.4% | +9.4% | +3.5% |
| 6M | +19.9% | -15.1% | +35.0% | +23.4% |
| YTD | +35.7% | -24.7% | +60.4% | +43.2% |
| 1Y | +68.1% | -21.8% | +89.9% | +74.8% |
| 3Y | +87.1% | +50.0% | +37.0% | +64.7% |
| 5Y | +47.6% | +48.9% | -1.3% | +25.5% |
| All | -50.0% | +270.1% | -320.0% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling